+109.6%
CTAS vs CLBK
+41.8%
+67.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | 0.0% |
| 7D | +1.0% | -1.5% | +2.4% | +1.2% |
| 30D | -1.1% | +6.7% | -7.7% | -2.2% |
| 3M | +11.5% | +21.2% | -9.7% | +7.8% |
| 6M | +0.2% | +42.0% | -41.8% | -5.7% |
| YTD | +7.2% | +63.3% | -56.1% | -1.6% |
| 1Y | 0.0% | +65.4% | -65.4% | -8.6% |
| 3Y | +65.9% | +52.5% | +13.4% | +51.7% |
| 5Y | +109.6% | +42.0% | +67.6% | +84.3% |
| All | +109.6% | +41.8% | +67.7% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CLBK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling